Schramm–Loewner evolution

In probability theory, the Schramm–Loewner evolution with parameter κ, also known as stochastic Loewner evolution (SLEκ), is a family of random planar curves that have been proven to be the scaling limit of a variety of two-dimensional lattice models in statistical mechanics. Given a parameter κ and a domain in the complex plane U, it gives a family of random curves in U, with κ controlling how much the curve turns. There are two main variants of SLE, chordal SLE which gives a family of random curves from two fixed boundary points, and radial SLE, which gives a family of random curves from a fixed boundary point to a fixed interior point. These curves are defined to satisfy conformal invariance and a domain Markov property.

Besides UST and LERW, the Schramm–Loewner evolution is conjectured or proven to describe the scaling limit of various stochastic processes in the plane, such as critical percolation, the critical Ising model, the double-dimer model, self-avoiding walks, and other critical statistical mechanics models that exhibit conformal invariance. The SLE curves are the scaling limits of interfaces and other non-self-intersecting random curves in these models. The main idea is that the conformal invariance and a certain Markov property inherent in such stochastic processes together make it possible to encode these planar curves into a one-dimensional Brownian motion running on the boundary of the domain (the driving function in Loewner's differential equation). This way, many important questions about the planar models can be translated into exercises in Itō calculus. Indeed, several mathematically non-rigorous predictions made by physicists using conformal field theory have been proven using this strategy.

If D is a simply connected, opencomplex domain not equal to C, and γ is a simple curve in D starting on the boundary (a continuous function with γ(0) on the boundary of D and γ((0, ∞)) a subset of D), then for each t ≥ 0, the complement Dt of γ([0, t]) is simply connected and therefore conformally isomorphic to D by the Riemann mapping theorem. If ƒt is a suitable normalized isomorphism from D to Dt, then it satisfies a differential equation found by Loewner (1923, p. 121) in his work on the Bieberbach conjecture. Sometimes it is more convenient to use the inverse function gt of ƒt, which is a conformal mapping from Dt to D.

In Loewner's equation, z is in the domain D, t ≥ 0, and the boundary values at time t=0 are ƒ0(z) = z or g0(z) = z. The equation depends on a driving function ζ(t) taking values in the boundary of D. If D is the unit disk and the curve γ is parameterized by "capacity", then Loewner's equation is

where B(t) is Brownian motion on the boundary of D, scaled by some real κ. In other words Schramm–Loewner evolution is a probability measure on planar curves, given as the image of Wiener measure under this map.

In general the curve γ need not be simple, and the domain Dt is not the complement of γ([0,t]) in D, but is instead the unbounded component of the complement.

There are two versions of SLE, using two families of curves, each depending on a non-negative real parameter κ:

Chordal SLEκ, which is related to curves connecting two points on the boundary of a domain (usually the upper half plane, with the points being 0 and infinity).

Radial SLEκ, which related to curves joining a point on the boundary of a domain to a point in the interior (often curves joining 1 and 0 in the unit disk).

SLE depends on a choice of Brownian motion on the boundary of the domain, and there are several variations depending on what sort of Brownian motion is used: for example it might start at a fixed point, or start at a uniformly distributed point on the unit circle, or might have a built in drift, and so on. The parameter κ controls the rate of diffusion of the Brownian motion, and the behavior of SLE depends critically on its value.

The two domains most commonly used in Schramm–Loewner evolution are the upper half plane and the unit circle. Although the Loewner differential equation in these two cases look different, they are equivalent up to changes of variables as the unit circle and the upper half plane are conformally equivalent. However a conformal equivalence between them does not preserve the Brownian motion on their boundaries used to drive Schramm–Loewner evolution.

where Γ{\displaystyle \Gamma } is the Gamma function and F2,1(a,b,c,d){\displaystyle F_{2,1}(a,b,c,d)} is the Hypergeometric function. This was derived by using the martingale property of h(x,y):=P[γpasses to the leftx+iy]{\displaystyle h(x,y):=\mathbb {P} [\gamma ~{\text{passes to the left}}~x+iy]} and Itô's lemma to obtain the following pde for w:=xy{\displaystyle w:={\frac {x}{y}}}

Loop-erased random walk was shown to converge to SLE with κ=2 by Lawler, Schramm and Werner.[9] This allowed derivation of many quantitative properties of loop-erased random walk (some of which were derived earlier by Richard Kenyon[10]). The related random Peano curve outlining the uniform spanning tree was shown to converge to SLE with κ=8.[9]

Rohde and Schramm showed that κ is related to the fractal dimension of a curve by the following relation